A Course in Derivative Securities
| Autor: | Kerry Back |
|---|---|
| EAN: | 9783540279006 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 21.10.2010 |
| Untertitel: | Introduction to Theory and Computation |
| Kategorie: | |
| Schlagworte: | 60-04 60G44 65C05 65M06 91-04 91B70 B Compu Computational finance Derivative securities Economics Game Theory MSC (2000): 91B28 Mathematical finance Option pricing Quantitative Finance Social and Behav. Sciences Term structure models |
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'Deals with pricing and hedging financial derivatives. Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory?.The book 'succeeds in presenting intuitively advanced derivative modelling' it provides a useful bridge between introductory books and the more advanced literature.' --MATHEMATICAL REVIEWS
Kerry Back holds the Jerry and Kay Cox Professorship of Business and the Thomas W. Leland Memorial Professorship of Finance at Texas A&M University. Before joining Texas A&M in 2005, he was a chaired professor at Washington University in St. Louis. His awards and honors include a Batterymarch Fellowship (1991-92), a best paper award at the Review of Financial Studies (1993) the Reid Teaching Award at Washington University in St. Louis (1997, 1998, 1999, 2001), and the Washington University Distinguished Faculty Award (1999). He is a past editor of the Review of Financial Studies and is currently co-editor of Finance and Stochastics and an associate editor of the Journal of Finance.
Kerry Back holds the Jerry and Kay Cox Professorship of Business and the Thomas W. Leland Memorial Professorship of Finance at Texas A&M University. Before joining Texas A&M in 2005, he was a chaired professor at Washington University in St. Louis. His awards and honors include a Batterymarch Fellowship (1991-92), a best paper award at the Review of Financial Studies (1993) the Reid Teaching Award at Washington University in St. Louis (1997, 1998, 1999, 2001), and the Washington University Distinguished Faculty Award (1999). He is a past editor of the Review of Financial Studies and is currently co-editor of Finance and Stochastics and an associate editor of the Journal of Finance.
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